Forecasting Non-Stationary Economic Time Series

by Michael P. Clements and David F. Hendry

Book Overview

Economies evolve and are subject to sudden shifts precipitated by legislative changes, economic policy, major discoveries, and political turmoil. Macroeconometric models are a very imperfect tool for... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0262032724
• ISBN13: 9780262032728
• Release Date: September 1999
• Publisher: MIT Press (MA)
• Length: 362 Pages
• Weight: 1.50 lbs.
• Dimensions: 1.0" x 6.5" x 9.2"